-61.2%
OUST vs JAAA
+29.3%
-90.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +12.7% | +0.1% | +12.6% | +12.4% |
| 30D | -13.6% | +0.5% | -14.1% | -14.7% |
| 3M | -8.3% | +1.2% | -9.5% | -11.4% |
| 6M | +85.0% | +2.8% | +82.1% | +71.3% |
| YTD | +73.2% | +3.2% | +70.1% | +59.4% |
| 1Y | +32.5% | +4.8% | +27.6% | +17.4% |
| 3Y | +643.8% | +19.0% | +624.9% | +465.3% |
| 5Y | -52.1% | +26.8% | -78.9% | -67.3% |
| All | -61.2% | +29.3% | -90.5% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling